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~institution:"Econometrisch Instituut <Rotterdam>"
~person:"Addison, John T."
~person:"Buch, Claudia M."
~person:"Herwartz, Helmut"
~person:"Riphahn, Regina T."
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
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Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
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